OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY-BASED PRICING
| Year of publication: |
2009
|
|---|---|
| Authors: | Owen, Mark P. ; Gordan ; Zcaron ; itkovi ; cacute |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 19.2009, 1, p. 129-159
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005023807